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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+8.88%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$88B
AUM Growth
+$3.05B
(+3.6%)
Cap. Flow
-$3.28B
Cap. Flow
% of AUM
-3.73%
Top 10 Holdings %
Top 10 Hldgs %
12.89%
Holding
2,253
New
146
Increased
815
Reduced
1,092
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Humana
HUM
|
+$267M |
| 2 |
Home Depot
HD
|
+$252M |
| 3 |
Northrop Grumman
NOC
|
+$221M |
| 4 |
Gilead Sciences
GILD
|
+$175M |
| 5 |
Dollar General
DG
|
+$137M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HP
HPQ
|
+$287M |
| 2 |
TWTR
Twitter, Inc.
TWTR
|
+$278M |
| 3 |
Biogen
BIIB
|
+$244M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$198M |
| 5 |
Exelon
EXC
|
+$185M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.05% |
| 2 | Financials | 14.3% |
| 3 | Healthcare | 13.64% |
| 4 | Consumer Discretionary | 13.24% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Duke Energy
DUK
$97.3B
| $72.7M | 0.08% |
796,576
-181,399
| -19% | -$16.6M |
|
302
Cencora
COR
$61.2B
| $72.2M | 0.08% |
858,551
+463,487
| +117% | +$39.7M |
|
303
Johnson Controls International
JCI
$92.2B
| $71.9M | 0.08% |
1,764,981
-36,614
| -2% | -$1.54M |
|
304
Reliance Steel & Aluminium
RS
$21.6B
| $71.6M | 0.08% |
598,160
+2,990
| +0.5% | +$338K |
|
305
Morgan Stanley
MS
$340B
| $71.6M | 0.08% |
1,402,084
-660,768
| -32% | -$31.3M |
|
306
Globus Medical
GMED
$11.2B
| $70.7M | 0.08% |
1,202,847
-283,870
| -19% | -$15.4M |
|
|
TWTR
307
DELISTED
Twitter, Inc.
TWTR
| $70.1M | 0.08% |
2,187,042
-8,465,339
| -79% | -$278M |
|
308
Newmont
NEM
$119B
| $69.4M | 0.08% |
1,596,467
-514,844
| -24% | -$20.1M |
|
|
309
HP
HPQ
$27.5B
| $68.9M | 0.08% |
3,352,693
-15,149,906
| -82% | -$287M |
|
310
Casey's General Stores
CASY
$30.9B
| $68.9M | 0.08% |
433,149
+39,524
| +10% | +$6.54M |
|
311
JD.com
JD
$44.5B
| $68.7M | 0.08% |
1,949,457
-19,568
| -1% | -$631K |
|
312
Entergy
ETR
$50B
| $68.5M | 0.08% |
1,143,686
-50,682
| -4% | -$2.99M |
|
313
General Mills
GIS
$19.7B
| $68.3M | 0.08% |
1,292,894
+238,997
| +23% | +$12.6M |
|
314
W.R. Berkley
WRB
$26.6B
| $67.5M | 0.08% |
2,198,061
+350,224
| +19% | +$10.8M |
|
315
Stryker
SYK
$130B
| $67.4M | 0.08% |
323,379
+33,667
| +12% | +$6.99M |
|
316
Labcorp
LH
$25.9B
| $67.2M | 0.08% |
463,249
-27,514
| -6% | -$3.97M |
|
317
American Express
AXP
$230B
| $67.2M | 0.08% |
539,436
-24,108
| -4% | -$2.88M |
|
318
Molina Healthcare
MOH
$10.3B
| $67.1M | 0.08% |
494,800
-241,756
| -33% | -$30.5M |
|
319
Credit Acceptance
CACC
$6.08B
| $66.9M | 0.08% |
151,235
-11,864
| -7% | -$5.23M |
|
320
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
| $66.8M | 0.08% |
1,243,216
+149,712
| +14% | +$7.72M |
|
321
Lowe's Companies
LOW
$125B
| $66.2M | 0.08% |
552,856
+36,833
| +7% | +$4.21M |
|
322
Carlisle Companies
CSL
$15.4B
| $66.1M | 0.08% |
408,547
+176,009
| +76% | +$27.1M |
|
323
Allison Transmission
ALSN
$9.82B
| $66M | 0.08% |
1,365,053
+34,118
| +3% | +$1.59M |
|
324
Blackrock
BLK
$176B
| $65.7M | 0.07% |
131,094
+28,391
| +28% | +$13.5M |
|
325
Intercontinental Exchange
ICE
$84.4B
| $65.6M | 0.07% |
709,230
+17,439
| +3% | +$1.62M |
|
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VGA
AQR Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, AQR Capital Management held 2,253 positions worth $88B, up 3.6% from $84.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
AQR Capital Management withdrew a net $3.28B in Q4 2019, closing 142 positions and reducing 1,092 holdings. Its most notable exit was iShares Russell 3000 ETF, an estimated $198M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AQR Capital Management opened a new position in DaVita worth $31.1M.
- AQR Capital Management's largest Q4 2019 buy was DaVita: 417,883 shares worth $31.1M.
- AQR Capital Management added most to Humana in Q4 2019, an estimated $267M increase.
- AQR Capital Management's biggest Q4 2019 reduction was HP, cutting an estimated $287M.
- AQR Capital Management fully exited iShares Russell 3000 ETF in Q4 2019, selling an estimated $198M.
- AQR Capital Management's ten largest holdings make up 13% of its $88B portfolio in Q4 2019.
- AQR Capital Management opened 146 new positions and closed 142 in Q4 2019.
- AQR Capital Management's portfolio value rose 3.6% quarter-over-quarter to $88B.
Based on AQR Capital Management's 13F filing for Q4 2019, filed 14 Feb 2020.